+265.0%
C vs HST
+68.9%
+196.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +3.6% | -1.0% | +4.7% | +4.2% |
| 30D | +0.1% | -12.3% | +12.3% | +7.7% |
| 3M | +2.4% | -6.4% | +8.8% | +5.7% |
| 6M | +24.9% | +15.0% | +9.9% | +13.7% |
| YTD | +19.8% | +30.5% | -10.7% | +1.3% |
| 1Y | +44.9% | +35.7% | +9.2% | +19.3% |
| All | +265.0% | +68.9% | +196.1% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling